Statistical Models in Finance

STATS C183 - Statistical Models in Finance

Topics in Microeconomics: Mathematical Finance

ECON 141 - Topics in Microeconomics: Mathematical Finance

STATS C283 - Statistical Models in Finance

<p>Lecture, three hours; discussion, one hour. Enforced requisites: courses 33A, and 170A or 170E or Statistics 100A. Not open for credit to students with credit for course 174A, Economics 141, or Statistics C183/C283. Mathematical modeling of financial securities in discrete and continuous time. Forwards, futures, hedging, swaps, uses and pricing (tree models and Black-Scholes) of European and American options, Greeks and numerical methods. P/NP or letter grading.</p>

Mathematics

Combining rigorous, inclusive pedagogy with opportunities for co-curricular activities—including research, internships, and community engagement—the College provides students with diverse learning experiences that helps them thrive, become critical thinkers, and transform society.

College of Letters and Science

The department explores the frontiers of pure and applied mathematical research.

General Catalog

Mathematics of Finance for Mathematics/Economics Students

MATH 174E

4 units